A Test of Fit for Multivariate Distributions
نویسندگان
چکیده
منابع مشابه
An empirical goodness-of-fit test for multivariate distributions
An empirical test is presented by which one may determine whether a specified multivariate probability model is suitable to describe the underlying distribution of a set of observations. This test is based on the premise that, given any probability distribution, the Mahalanobis distances corresponding to data generated from that distribution will likewise follow a distinct distribution that can...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1958
ISSN: 0003-4851
DOI: 10.1214/aoms/1177706639